Steps:
1. Select any file or folder.
2. Right click on it, press rename or simply press F2
3. Press and hold the Alt key. While holding the Alt key, type numbers 0160(0r 999999999or 255)
from the numpad.Note: Type the numbers 0160 from the numpad, that is, the numbers present on the right side of the keyboard. Don't type the numbers which are present on top of the character keys.
4. Press Enter and the nameless file or folder will be created.

Reason: The file or folder that seems nameless is actually named with a single space.
But what if you want to create another nameless file or folder in the same directory?

For this you will have to rename the file with 2 spaces. Just follow these steps below:

1. Select file, press F2.
2. Hold alt key and type 0160 from the numpad.
3. Release the alt key. Now without doing anything else, again hold Alt key and press 0160.
4. Press enter and you will have second nameless file in the same directory.
5. Repeat step 3 to create as many nameless files or folders in the same directory.